Poster
in
Workshop: Optimal Transport and Machine Learning
Fast and Accurate Cost-Scaling Algorithm for the Semi-Discrete Optimal Transport
Pankaj Agarwal · Sharath Raghvendra · Pouyan Shirzadian · Keegan Yao
Abstract:
Given a continuous probability distribution and a discrete distribution in the -dimensional space, the semi-discrete Optimal Transport (OT) problem asks for computing a minimum-cost plan to transport mass from to . In this paper, given a parameter , we present an approximation algorithm that computes a semi-discrete transport plan with cost in time; here, is the optimal transport plan, is the diameter of the supports of and , is the number of points in the support of the discrete distribution, and we assume we have access to an oracle that outputs the mass of inside a constant-complexity region in time. Our algorithm works for several ground distances including the -norm and the squared-Euclidean distance.
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